You are trying to attach the pdf to mail directly from acrobat , this cant be done because as i write on oe download page, windows 7 uses different mapimail (the service that adds attachment) and it is incompatible with OE, that's why i have made the oe 'SendTo' app.
So i suggest you to save first your pdf then use 'sendto' to attach it to a new email (right click>Send to> outlook express mail recipient).
Or add it manually.